BVT Call 96 SNW 20.09.2024
/ DE000VM382Y2
BVT Call 96 SNW 20.09.2024/ DE000VM382Y2 /
| 8/16/2024 8:04:32 PM |
Chg.+0.020 |
Bid9:59:58 PM |
Ask9:59:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
+4.88% |
-
Bid Size: - |
-
Ask Size: - |
SANOFI SA INHABER ... |
96.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
VM382Y |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SANOFI SA INHABER EO 2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
96.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
10/20/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
19.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.25 |
| Parity: |
0.20 |
| Time value: |
0.31 |
| Break-even: |
101.00 |
| Moneyness: |
1.02 |
| Premium: |
0.03 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.08 |
| Spread %: |
19.05% |
| Delta: |
0.61 |
| Theta: |
-0.06 |
| Omega: |
12.04 |
| Rho: |
0.05 |
Quote data
| Open: |
0.440 |
| High: |
0.440 |
| Low: |
0.430 |
| Previous Close: |
0.410 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.47% |
| 1 Month |
|
|
+83.76% |
| 3 Months |
|
|
+91.96% |
| YTD |
|
|
+22.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.280 |
| 1M High / 1M Low: |
0.480 |
0.234 |
| 6M High / 6M Low: |
0.480 |
0.115 |
| High (YTD): |
1/12/2024 |
0.640 |
| Low (YTD): |
4/18/2024 |
0.115 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.352 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.325 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.226 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
298.00% |
| Volatility 6M: |
|
250.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
